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Theory
Volatility
40,917
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40,649
Theorie
13,917
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9,810
Börsenkurs
9,644
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9,575
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4,442
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4,322
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4,182
Stochastic process
4,105
Optionspreistheorie
3,913
Option pricing theory
3,852
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3,844
Estimation theory
3,779
Bootstrap-Verfahren
3,157
Bootstrap approach
3,066
Risk
2,676
volatility
2,646
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2,632
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Bollerslev, Tim
75
McAleer, Michael
66
Diebold, Francis X.
61
Härdle, Wolfgang
56
Pesaran, M. Hashem
51
Swanson, Norman R.
51
Andersen, Torben
45
Herwartz, Helmut
45
Koopman, Siem Jan
43
Clark, Todd E.
42
Phillips, Peter C. B.
42
Corradi, Valentina
41
Linton, Oliver
41
Lux, Thomas
40
Lütkepohl, Helmut
40
Taylor, Robert
36
Bekaert, Geert
34
Gupta, Rangan
34
Yu, Jun
34
Aizenman, Joshua
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Gonçalves, Sílvia
33
Hafner, Christian M.
33
Wolf, Michael
33
Dufour, Jean-Marie
30
Kilian, Lutz
30
Whang, Yoon-jae
30
Andrews, Donald W. K.
27
Davidson, Russell
27
Kleijnen, Jack P. C.
27
Pierdzioch, Christian
27
Asai, Manabu
26
Cavaliere, Giuseppe
26
Lucas, André
26
MacKinnon, James G.
26
McCracken, Michael W.
26
Fernández-Villaverde, Jesús
25
Hansen, Peter Reinhard
25
Kapetanios, George
25
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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OECD
14
Centre for Analytical Finance <Århus>
13
European University Institute / Department of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
9
Rutgers University / Department of Economics
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Organisation for Economic Co-operation and Development
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Center for Economic Research <Tilburg>
7
Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Columbia University / Department of Economics
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Brown University / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
5
Institute of Finance and Accounting <London>
5
Springer Fachmedien Wiesbaden
5
Université de Montréal / Département de sciences économiques
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
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Johns Hopkins University / Department of Economics
4
London School of Economics and Political Science
4
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4
The Wharton Financial Institutions Center
4
University of California Davis / Department of Economics
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Economic Policy Research
3
Centre for Microdata Methods and Practice <London>
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
International Monetary Fund
3
National Institute of Economic and Social Research
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Suntory-Toyota International Centre for Economics and Related Disciplines
3
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Journal of econometrics
292
NBER working paper series
184
Economics letters
182
Working paper / National Bureau of Economic Research, Inc.
175
NBER Working Paper
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Econometric reviews
142
Journal of banking & finance
122
International journal of forecasting
113
Finance research letters
106
Discussion paper / Tinbergen Institute
104
Working paper
95
Discussion paper / Centre for Economic Policy Research
93
Journal of empirical finance
93
Economic modelling
92
Econometric theory
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
89
Applied economics
81
International journal of theoretical and applied finance
81
Applied economics letters
79
Journal of economic dynamics & control
79
Journal of forecasting
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of financial economics
73
Journal of international money and finance
68
International review of financial analysis
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
The European journal of finance
65
Journal of applied econometrics
64
The review of financial studies
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Energy economics
62
International review of economics & finance : IREF
62
Quantitative finance
59
Computational economics
57
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Research paper series / Swiss Finance Institute
53
CREATES research paper
51
Macroeconomic dynamics
51
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ECONIS (ZBW)
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1
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
2
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
3
Backtesting VaR models : the case of commodities
Shankar, Devesh
;
Bedi, Prateek
;
Agnihotri, Shalini
; …
- In:
Business analyst : a refereed journal of Shri Ram …
38
(
2017
)
1
,
pp. 36-57
Persistent link: https://www.econbiz.de/10012212962
Saved in:
4
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10011731270
Saved in:
5
A False Discovery Rate approach to optimal
volatility
forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
6
How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van
;
Kiviet, Jan F.
-
1994
Persistent link: https://www.econbiz.de/10000151691
Saved in:
7
Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert
-
1999
Persistent link: https://www.econbiz.de/10000683469
Saved in:
8
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2007
Persistent link: https://www.econbiz.de/10003647697
Saved in:
9
Bootstrap tests : how many bootstraps?
Davidson, Russell
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10003780920
Saved in:
10
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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